Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained.
This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text.
Modeling with Itô Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
From the reviews:
"The author of this book has carefully selected and well described basic notions and concepts from probability theory and stochastic processes ... . His goal is ... to address the book to a wide category of readers, applied scientists, who need to use these sophisticated tools in their work. ... Besides researchers ... this book is suitable as a text for graduate university courses. I enjoyed reading the book and my expectation is that it will be met with interest by the readers." (Jordan M. Stoyanov, Zentralblatt MATH, Vol. 1130, 2008)
"This text sets out to provide a reasonably concise and accessible account of the extensive range of concepts and procedures that are used in producing and handling SDEMs, and by and large it succeeds. ... On the whole, the selection of material is very good; the author has succeeded in producing an account of the subject that is manageably compact and yet reasonably wide-ranging in its illustrative applications. ... the book can indeed be firmly recommended." (David Stirzaker, SIAM Review, Vol. 50 (2), 2008)
Random Variables.- Stochastic Processes.- Stochastic Integration.- Stochastic Differential Equations.- Modeling.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
EUR 2,25 per la spedizione in U.S.A.
Destinazione, tempi e costiEUR 7,65 per la spedizione in U.S.A.
Destinazione, tempi e costiDa: Best Price, Torrance, CA, U.S.A.
Condizione: New. SUPER FAST SHIPPING. Codice articolo 9789048174874
Quantità: 2 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: New. Codice articolo 12705401-n
Quantità: 15 disponibili
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
Condizione: New. Codice articolo ABLIING23Apr0316110338648
Quantità: Più di 20 disponibili
Da: Grand Eagle Retail, Mason, OH, U.S.A.
Paperback. Condizione: new. Paperback. Dynamical systems with random influences occur throughout the physical, biological, and social sciences. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Next, letting the time interval shrink to zero, an Ito stochastic differential equation model for the dynamical system is obtained. This modeling procedure is thoroughly explained and illustrated for randomly varying systems in population biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. Computer programs, given throughout the text, are useful in solving representative stochastic problems. Analytical and computational exercises are provided in each chapter that complement the material in the text. Modeling with Ito Stochastic Differential Equations is useful for researchers and graduate students. As a textbook for a graduate course, prerequisites include probability theory, differential equations, intermediate analysis, and some knowledge of scientific programming. By carefully studying a randomly varying system over a small time interval, a discrete stochastic process model can be constructed. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9789048174874
Quantità: 1 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: As New. Unread book in perfect condition. Codice articolo 12705401
Quantità: 15 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9789048174874
Quantità: Più di 20 disponibili
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explains a procedure for constructing realistic stochastic differential equation models for randomly varying systems in biology, chemistry, physics, engineering, and finance. Introductory chapters present the fundamental concepts of random variables, stochastic processes, stochastic integration, and stochastic differential equations. These concepts are explained in a Hilbert space setting which unifies and simplifies the presentation. 244 pp. Englisch. Codice articolo 9789048174874
Quantità: 2 disponibili
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Condizione: New. 2010. Paperback. . . . . . Codice articolo V9789048174874
Quantità: 15 disponibili
Da: moluna, Greven, Germania
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A procedure is thoroughly explained for constructing realistic stochastic differential equation modelsMany stochastic differential equation models are developed for randomly varying systems in biology, physics, and financeRandom variables, . Codice articolo 5821327
Quantità: Più di 20 disponibili
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 244. Codice articolo 2614418894
Quantità: 4 disponibili